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Re: st: probability and z-statistic


From   Deidra Young <[email protected]>
To   <[email protected]>
Subject   Re: st: probability and z-statistic
Date   Thu, 07 Dec 2006 01:13:49 +0800

Also, I was going to do ologit but now I am wondering if somersd is
sufficient as it seems to adjust for age (see below)?

xi: ologit kerr_breath_score i.autism age

Deidra

On 6/12/06 9:04 PM, "Newson, Roger B" <[email protected]>

> Briefly, Kendall's tau-a is the difference between the probability of
> concordance and discordance, where "concordance" is the event that the
> larger of 2 X-values is associated with the larger of the 2
> corresponding Y-values, and discordance is the event that the larger
> X-value is associated with the smaller Y-value. Somers' D of Y with
> respect to X, denoted D_YX, is the difference between the 2
> corresponding CONDITIONAL probabilities, assuming that the 2 X-values
> are ordered (instead of being tied). And Kendall's tau-b is the quantity
> 
> taub_XY = sign(taua_XY) * sqrt(D_XY * D_YX)
> 
> or (in other words) the common sign of D_XY and D_YX multiplied by the
> geometric mean of their 2 absolute values.
> 
> I personally am more keen on having confidence intervals for Somers' D
> and Kendall's tau-a because they can be interpreted in words as
> differences between probabilities, which you cannot do with Kendall's
> tau-b. There are a large number of downloadable articles,
> pre-publication drafts and presentations on my website (see my signature
> below) about the "Kendall family" of rank parameters, which are all
> defined in terms of Kendall's tau-a and also include median slopes,
> differences and ratios.
> 
> I hope this helps.
> 
> Best wishes
> 
> Roger
> 
> 
> Roger Newson
> Lecturer in Medical Statistics
> Respiratory Epidemiology and Public Health Group
> National Heart and Lung Institute
> Imperial College London
> Royal Brompton campus
> Room 33, Emmanuel Kaye Building
> 1B Manresa Road
> London SW3 6LR
> UNITED KINGDOM
> Tel: +44 (0)20 7352 8121 ext 3381
> Fax: +44 (0)20 7351 8322
> Email: [email protected]
> www.imperial.ac.uk/nhli/r.newson/
> 
> Opinions expressed are those of the author, not of the institution.
> 
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Joseph
> Coveney
> Sent: 06 December 2006 05:18
> To: Statalist
> Subject: Re: st: probability and z-statistic
> 
> Deidra Young wrote:
> 
> Hi Roger,
> 
> Only one thing I don't quite follow...
> The tab command will produce Kendall's tau-b and approximate SE.
> However,
> Sommers' D produces tau-a only.
> 
> How do tau-a and tau-b differ?
> 
> ------------------------------------------------------------------------
> --------
> 
> You'll find a description of each on Roger's website.  Take a look at
> Section 2 on Page 2 of
> 
> www.imperial.ac.uk/nhli/r.newson/papers/params.pdf
> 
> Joseph Coveney
> 
> 
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Deidra Young, PhD
Senior Research Fellow
Epidemiology Branch
Population Sciences Division
Telethon Institute for Child Health Research
100 Roberts Rd  Subiaco  Western Australia  6008
PO Box 855  West Perth, Western Australia 6872

Australian Rett Syndrome Study
phone:  +61 8 9489-7789
fax:    +61 8 9489-7700
Mobile: 0401 107 164
http://www.ichr.uwa.edu.au

Email: [email protected]




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